+69.7%
XLC vs SCCO
+178.0%
-108.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.8% | +1.6% |
| 7D | -1.7% | -2.7% | +1.0% | -1.4% |
| 30D | +0.2% | -0.2% | +0.4% | 0.0% |
| 3M | +0.7% | +17.8% | -17.1% | -2.2% |
| 6M | -4.5% | +2.3% | -6.7% | -5.8% |
| YTD | -4.7% | +41.6% | -46.3% | -12.2% |
| 1Y | -1.5% | +101.9% | -103.4% | -15.8% |
| All | +69.7% | +178.0% | -108.3% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling